Tagged articles

factor mining

3 articles · Page 1 of 1

Jul 28, 2026 · Artificial Intelligence

FactorEngine: A Knowledge‑Infused Framework for Quantitative Alpha Factor Discovery

The paper introduces FactorEngine, a program‑level factor mining system that injects domain knowledge from financial reports via LLM‑guided pipelines, separates logic correction, parameter optimization, and LLM usage, and demonstrates superior information‑ratio, Sharpe, and annualized returns over GP, neural, and other agent‑based baselines on CSI300 and CSI500 markets.

alpha factorbayesian optimizationfactor mining

0 likes · 25 min read

FactorEngine: A Knowledge‑Infused Framework for Quantitative Alpha Factor Discovery

Bighead's Algorithm Notes

Mar 17, 2026 · Artificial Intelligence

ICLR2026 Quantitative Finance Paper Summaries

This article compiles and summarizes recent ICLR2026 papers on quantitative finance, presenting their titles, authors, abstracts, code and paper links, and highlighting benchmarks such as AlphaBench, TiMi, STABLE, and AlphaSAGE that explore large language models and multi‑agent systems for factor mining and trading.

AlphaBenchBenchmarkLarge Language Models

0 likes · 11 min read

ICLR2026 Quantitative Finance Paper Summaries

Bighead's Algorithm Notes

Mar 11, 2026 · Artificial Intelligence

Paper Review: AlphaBench – Benchmarking LLMs for Formalized Alpha‑Factor Mining

The article reviews AlphaBench, the first benchmark suite for assessing large language models in formalized alpha‑factor mining (FAFM), detailing its three core tasks—factor generation, evaluation, and search—along with experiments on various commercial and open‑source LLMs that reveal strong potential but challenges in robustness, efficiency, and practical usability.

AlphaBenchBenchmarkFAFM

0 likes · 14 min read

Paper Review: AlphaBench – Benchmarking LLMs for Formalized Alpha‑Factor Mining